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View Outliers PnL Drill-Down: MPLN240119P00002000

View in yFinance: MPLN

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Initial Position

record_date	ticker	symbol	strike	volume	open_interest	implied_volatility	bs_sigma	bs_call	bs_put	spec_perc_move	bs_iv_call	bs_iv_put	last_option_price	last_underlying_price	exp_date	side	bias	prev_day_volatility	volatility	percent_move
2023-12-14	MPLN	MPLN240119P00002000	2.00	5.0	3.000	2.000	0.255	0.0	0.4	-0.010	0.210	0.640	0.70	1.55	2024-01-19	PUT	Long	0.279	0.313	0.149

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis

record_date	ticker	volatility_ratio	minimum_volatility	maximum_volatility	average_volatility	current_volatility	against_prev_volatility	curr_price	net_profitability	dividend_yield	time_period_low	time_period_high	interval	time_period	avg_price_prev
2024-12-17	MPLN	0.909	0.200	0.638	0.333	0.348	0.093	7.06	-0.095	0.0000	5.21	68.00	21	1y	9.15

Position Tracking

symbol	ticker	side	bias	strike	exit_reason	option_pnl_str	option_perc	underlying_pnl_str	underlying_perc	iv_diff	option_purchase_price	option_curr_price	underlying_original_price	underlying_curr_price	option_pnl	dollar_pnl	position_entry	days_in_position	volume	open_interest	underlying_pnl	record_date
MPLN240119P00002000	MPLN	PUT	Long	2.00	None	$-0.05	-0.07	$0.50	0.31	4.67	0.70	0.65	1.59	1.09	-0.05	$-5.00	70.00	35	1.0	4.000	0.50	2024-01-18
MPLN240119P00002000	MPLN	PUT	Long	2.00	None	$-0.05	-0.07	$0.45	0.28	2.92	0.70	0.65	1.59	1.14	-0.05	$-5.00	70.00	34	1.0	4.000	0.45	2024-01-17
MPLN240119P00002000	MPLN	PUT	Long	2.00	None	$-0.05	-0.07	$0.36	0.23	0.42	0.70	0.65	1.59	1.23	-0.05	$-5.00	70.00	33	1.0	4.000	0.36	2024-01-16
MPLN240119P00002000	MPLN	PUT	Long	2.00	None	$-0.05	-0.07	$0.34	0.21	1.36	0.70	0.65	1.59	1.25	-0.05	$-5.00	70.00	29	1.0	4.000	0.34	2024-01-12
MPLN240119P00002000	MPLN	PUT	Long	2.00	None	$-0.05	-0.07	$0.34	0.21	-0.45	0.70	0.65	1.59	1.25	-0.05	$-5.00	70.00	28	1.0	4.000	0.34	2024-01-11
MPLN240119P00002000	MPLN	PUT	Long	2.00	None	$-0.05	-0.07	$0.34	0.21	2.05	0.70	0.65	1.59	1.25	-0.05	$-5.00	70.00	27	1.0	4.000	0.34	2024-01-10
MPLN240119P00002000	MPLN	PUT	Long	2.00	None	$-0.05	-0.07	$0.35	0.22	0.30	0.70	0.65	1.59	1.24	-0.05	$-5.00	70.00	26	1.0	4.000	0.35	2024-01-09
MPLN240119P00002000	MPLN	PUT	Long	2.00	None	$-0.05	-0.07	$0.27	0.17	-0.33	0.70	0.65	1.59	1.32	-0.05	$-5.00	70.00	25	1.0	4.000	0.27	2024-01-08
MPLN240119P00002000	MPLN	PUT	Long	2.00	None	$-0.05	-0.07	$0.31	0.19	0.95	0.70	0.65	1.59	1.28	-0.05	$-5.00	70.00	22	1.0	4.000	0.31	2024-01-05
MPLN240119P00002000	MPLN	PUT	Long	2.00	None	$-0.05	-0.07	$0.27	0.17	-2.08	0.70	0.65	1.59	1.32	-0.05	$-5.00	70.00	21	1.0	4.000	0.27	2024-01-04
MPLN240119P00002000	MPLN	PUT	Long	2.00	None	$-0.05	-0.07	$0.17	0.11	-2.08	0.70	0.65	1.59	1.42	-0.05	$-5.00	70.00	20	1.0	4.000	0.17	2024-01-03
MPLN240119P00002000	MPLN	PUT	Long	2.00	None	$-0.05	-0.07	$0.22	0.14	-2.08	0.70	0.65	1.59	1.37	-0.05	$-5.00	70.00	19	1.0	4.000	0.22	2024-01-02
MPLN240119P00002000	MPLN	PUT	Long	2.00	None	$0.00	0.00	$0.15	0.09	0.28	0.70	0.70	1.59	1.44	0.00	$0.00	70.00	18	5.0	3.000	0.15	2024-01-01
MPLN240119P00002000	MPLN	PUT	Long	2.00	None	$0.00	0.00	$0.15	0.09	0.16	0.70	0.70	1.59	1.44	0.00	$0.00	70.00	16	5.0	3.000	0.15	2023-12-30
MPLN240119P00002000	MPLN	PUT	Long	2.00	None	$0.00	0.00	$0.15	0.09	0.05	0.70	0.70	1.59	1.44	0.00	$0.00	70.00	15	5.0	3.000	0.15	2023-12-29
MPLN240119P00002000	MPLN	PUT	Long	2.00	None	$0.00	0.00	$-0.05	-0.03	0.80	0.70	0.70	1.59	1.64	0.00	$0.00	70.00	14	5.0	3.000	-0.05	2023-12-28
MPLN240119P00002000	MPLN	PUT	Long	2.00	None	$0.00	0.00	$-0.11	-0.07	0.81	0.70	0.70	1.59	1.70	0.00	$0.00	70.00	13	5.0	3.000	-0.11	2023-12-27
MPLN240119P00002000	MPLN	PUT	Long	2.00	None	$0.00	0.00	$-0.10	-0.06	0.75	0.70	0.70	1.59	1.69	0.00	$0.00	70.00	12	5.0	3.000	-0.10	2023-12-26
MPLN240119P00002000	MPLN	PUT	Long	2.00	None	$0.00	0.00	$-0.11	-0.07	0.72	0.70	0.70	1.59	1.70	0.00	$0.00	70.00	11	5.0	3.000	-0.11	2023-12-25
MPLN240119P00002000	MPLN	PUT	Long	2.00	None	$0.00	0.00	$-0.11	-0.07	0.61	0.70	0.70	1.59	1.70	0.00	$0.00	70.00	9	5.0	3.000	-0.11	2023-12-23
MPLN240119P00002000	MPLN	PUT	Long	2.00	None	$0.00	0.00	$-0.11	-0.07	0.56	0.70	0.70	1.59	1.70	0.00	$0.00	70.00	8	5.0	3.000	-0.11	2023-12-22
MPLN240119P00002000	MPLN	PUT	Long	2.00	None	$0.00	0.00	$-0.11	-0.07	0.52	0.70	0.70	1.59	1.70	0.00	$0.00	70.00	7	5.0	3.000	-0.11	2023-12-21
MPLN240119P00002000	MPLN	PUT	Long	2.00	None	$0.00	0.00	$-0.04	-0.03	0.33	0.70	0.70	1.59	1.63	0.00	$0.00	70.00	6	5.0	3.000	-0.04	2023-12-20
MPLN240119P00002000	MPLN	PUT	Long	2.00	None	$0.00	0.00	$-0.00	-0.00	0.17	0.70	0.70	1.59	1.59	0.00	$0.00	70.00	5	5.0	3.000	-0.00	2023-12-19
MPLN240119P00002000	MPLN	PUT	Long	2.00	None	$0.00	0.00	$0.04	0.03	0.06	0.70	0.70	1.59	1.55	0.00	$0.00	70.00	4	5.0	3.000	0.04	2023-12-18
MPLN240119P00002000	MPLN	PUT	Long	2.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$0.04	0.03	-0.03	0.70	0.70	1.59	1.55	0.00	$0.00	70.00	2	5.0	3.000	0.04	2023-12-16
MPLN240119P00002000	MPLN	PUT	Long	2.00	None	$0.00	0.00	$0.04	0.03	-0.06	0.70	0.70	1.59	1.55	0.00	$0.00	70.00	1	5.0	3.000	0.04	2023-12-15
MPLN240119P00002000	MPLN	PUT	Long	2.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.70	0.70	1.59	1.59	0.00	$0.00	70.00	0	5.0	3.000	-0.00	2023-12-14

record_date vs. iv_diff

record_date vs. option_curr_price

record_date vs. option_pnl

record_date vs. underlying_curr_price

record_date vs. underlying_pnl